Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression
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Cites work
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Adaptive Lasso for sparse high-dimensional regression models
- An Adaptive Resampling Test for Detecting the Presence of Significant Predictors
- Censored quantile regression via Box-Cox transformation under conditional independence
- Empirical likelihood
- Empirical likelihood based variable selection
- Empirical likelihood for a class of functionals of survival distribution with censored data
- Empirical-likelihood-based criteria for model selection on marginal analysis of longitudinal data with dropout missingness
- Extended Bayesian information criteria for model selection with large model spaces
- Feature screening via distance correlation learning
- scientific article; zbMATH DE number 4104198 (Why is no real title available?)
- Locally weighted censored quantile regression
- Penalized high-dimensional empirical likelihood
- Quantile correlations and quantile autoregressive modeling
- Robust model-free feature screening via quantile correlation
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Testing for Marginal Linear Effects in Quantile Regression
- The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error
- Valid post-selection inference
- Variable screening for ultrahigh dimensional censored quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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